CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7587 |
-0.0003 |
0.0% |
0.7651 |
High |
0.7615 |
0.7619 |
0.0004 |
0.1% |
0.7655 |
Low |
0.7577 |
0.7577 |
0.0001 |
0.0% |
0.7544 |
Close |
0.7589 |
0.7594 |
0.0006 |
0.1% |
0.7583 |
Range |
0.0039 |
0.0042 |
0.0004 |
9.1% |
0.0111 |
ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
Volume |
55,124 |
64,576 |
9,452 |
17.1% |
233,089 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7723 |
0.7700 |
0.7617 |
|
R3 |
0.7681 |
0.7658 |
0.7606 |
|
R2 |
0.7639 |
0.7639 |
0.7602 |
|
R1 |
0.7616 |
0.7616 |
0.7598 |
0.7628 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7602 |
S1 |
0.7574 |
0.7574 |
0.7590 |
0.7586 |
S2 |
0.7555 |
0.7555 |
0.7586 |
|
S3 |
0.7513 |
0.7532 |
0.7582 |
|
S4 |
0.7471 |
0.7490 |
0.7571 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7927 |
0.7866 |
0.7644 |
|
R3 |
0.7816 |
0.7755 |
0.7613 |
|
R2 |
0.7705 |
0.7705 |
0.7603 |
|
R1 |
0.7644 |
0.7644 |
0.7593 |
0.7619 |
PP |
0.7594 |
0.7594 |
0.7594 |
0.7581 |
S1 |
0.7533 |
0.7533 |
0.7572 |
0.7508 |
S2 |
0.7483 |
0.7483 |
0.7562 |
|
S3 |
0.7372 |
0.7422 |
0.7552 |
|
S4 |
0.7261 |
0.7311 |
0.7521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7625 |
0.7573 |
0.0052 |
0.7% |
0.0038 |
0.5% |
41% |
False |
False |
60,110 |
10 |
0.7672 |
0.7544 |
0.0128 |
1.7% |
0.0051 |
0.7% |
39% |
False |
False |
41,850 |
20 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0049 |
0.6% |
33% |
False |
False |
21,614 |
40 |
0.7697 |
0.7419 |
0.0278 |
3.7% |
0.0046 |
0.6% |
63% |
False |
False |
10,912 |
60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0044 |
0.6% |
75% |
False |
False |
7,294 |
80 |
0.7697 |
0.7162 |
0.0536 |
7.1% |
0.0048 |
0.6% |
81% |
False |
False |
5,501 |
100 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0048 |
0.6% |
84% |
False |
False |
4,407 |
120 |
0.7697 |
0.6988 |
0.0710 |
9.3% |
0.0052 |
0.7% |
85% |
False |
False |
3,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7798 |
2.618 |
0.7729 |
1.618 |
0.7687 |
1.000 |
0.7661 |
0.618 |
0.7645 |
HIGH |
0.7619 |
0.618 |
0.7603 |
0.500 |
0.7598 |
0.382 |
0.7593 |
LOW |
0.7577 |
0.618 |
0.7551 |
1.000 |
0.7535 |
1.618 |
0.7509 |
2.618 |
0.7467 |
4.250 |
0.7399 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7598 |
PP |
0.7597 |
0.7597 |
S1 |
0.7595 |
0.7595 |
|